中文说明: 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,比较了软阈值,硬阈值及当今各种阈值计算方法,各种kalman滤波器的设计,有借鉴意义哦,包括数据分析、绘图等等,包括面积、周长、矩形度、伸长度。
English Description:
Using Monte Carlo simulation method to calculate the price of American options and basic description soft threshold, thresholds and threshold calculation methods nowadays, the Kalman filter design, reference, including data analysis, mapping, and more, including area, perimeter, rectangular, elongation.